Growth expectations, capital flows and international risk sharing:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
Europ. Central Bank
2003
|
| Schriftenreihe: | Working paper series / European Central Bank
237 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 43 S. graph. Darst. |
Internformat
MARC
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| 245 | 1 | 0 | |a Growth expectations, capital flows and international risk sharing |c by Olli Castrén, Marcus Miller and Roger Stiegert |
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| 650 | 4 | |a Ökonometrisches Modell | |
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| 700 | 1 | |a Stiegert, Roger |e Verfasser |4 aut | |
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Datensatz im Suchindex
| _version_ | 1807772306118803456 |
|---|---|
| adam_text |
CONTENTS
ABSTRACT
4
NON-TECHNICAL
SUMMARY
5
I
.
INTRODUCTION
7
2.
GROWTH
EXPECTATIONS
AND
INTERNATIONAL
ASSET
ALLOCATION
1
0
2.
1
PURE
DEBT
FINANCING
11
2.2
PURE
EQUITY
FINANCING
1
3
2.3
OPTIMAL
PORTFOLIO
ASSET
ALLOCATION
AND
INTERNATIONAL
RISK
SHARING
1
5
3.
THE
MODEL
1
8
4.
NUMERICAL
CALIBRATION
OF
THE
MODEL
24
4.
1
BASELINE
CASE
24
4.2
IRRATIONAL
EXUBERANCE
26
4.3
IRRATIONAL
EXUBERANCE
PLUS
"
META
MORAL
HAZARD
"
28
4.4
LOSSES
IN
THE
US
STOCK
MARKETS
AND
THEIR
INTERNATIONAL
SPILLOVERS
30
5.
CONCLUSIONS
33
REFERENCES
35
EUROPEAN
CENTRAL
BANK
WORKING
PAPER
SERIES
36 |
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| indexdate | 2024-08-19T00:06:55Z |
| institution | BVB |
| language | English |
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| spelling | Castrén, Olli Verfasser aut Growth expectations, capital flows and international risk sharing by Olli Castrén, Marcus Miller and Roger Stiegert Frankfurt am Main Europ. Central Bank 2003 43 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Working paper series / European Central Bank 237 Ökonometrisches Modell Risk Econometric models Miller, Marcus 1941- Verfasser (DE-588)124794297 aut Stiegert, Roger Verfasser aut European Central Bank Working paper series 237 (DE-604)BV012681744 237 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010457249&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Castrén, Olli Miller, Marcus 1941- Stiegert, Roger Growth expectations, capital flows and international risk sharing Ökonometrisches Modell Risk Econometric models |
| title | Growth expectations, capital flows and international risk sharing |
| title_auth | Growth expectations, capital flows and international risk sharing |
| title_exact_search | Growth expectations, capital flows and international risk sharing |
| title_full | Growth expectations, capital flows and international risk sharing by Olli Castrén, Marcus Miller and Roger Stiegert |
| title_fullStr | Growth expectations, capital flows and international risk sharing by Olli Castrén, Marcus Miller and Roger Stiegert |
| title_full_unstemmed | Growth expectations, capital flows and international risk sharing by Olli Castrén, Marcus Miller and Roger Stiegert |
| title_short | Growth expectations, capital flows and international risk sharing |
| title_sort | growth expectations capital flows and international risk sharing |
| topic | Ökonometrisches Modell Risk Econometric models |
| topic_facet | Ökonometrisches Modell Risk Econometric models |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010457249&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV012681744 |
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